+151.6%
RRC vs CLBK
+41.8%
+109.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -1.7% | -1.5% | -0.3% | -1.4% |
| 30D | +3.6% | +6.7% | -3.1% | +1.9% |
| 3M | +8.8% | +21.2% | -12.3% | +3.7% |
| 6M | +0.8% | +42.0% | -41.2% | -7.9% |
| YTD | +19.0% | +63.3% | -44.3% | +4.3% |
| 1Y | +22.9% | +65.4% | -42.5% | +7.0% |
| 3Y | +32.3% | +52.5% | -20.2% | +15.3% |
| 5Y | +151.6% | +42.0% | +109.6% | +96.4% |
| All | +151.6% | +41.8% | +109.8% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling